Nepi Rockcastle Nv EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.00% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 15.32 | |
| 0.1634 | 25.81 | |
| 0.9609 | 384.68 | |
| -0.0550 | -7.78 |
Estimation Period:
Jun 13, 2011 to Feb 6, 2026
Jun 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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